It shouldn't be, that's what I'm saying. It's unproductive labor, in the sense that it doesn't produce value. The service sector is paid with the product produced by the producing sector (mainly industry and agriculture). Counting their "production" is counting the same money twice. Artists as a whole don't necessarily fit into the service sector, because their work can produce value, depending on how they work. For example, craftsmen and musicians who record their music produce value, because their work is transformed into a commodity.

EDIT: I know I spoke a bit confusingly, but English is not my primary language and I read Marx in my language, so I don't know the precise translation of many terms.

Responding to the part you added later: the question is not simply having individual use value, which one could argue that prostitution has, the question is whether labor transforms matter into merchandise or not, in short, whether it produces or not value (having value and producing value are different things).

(Paintings, Movies, TV Shows, Games etc) shouldn’t be included either because there is no tangible value being created.

No, there is tangible value being created. You take the combined work of everyone involved in production and end up with a commodity. Paintings, Movies, TV Shows and Games are commodities.